+326.0%
CAT vs MET
+85.3%
+240.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.7% |
| 7D | +1.7% | +1.2% | +0.6% | +1.0% |
| 30D | -6.6% | +1.4% | -8.0% | -7.5% |
| 3M | -13.3% | +17.7% | -31.0% | -22.3% |
| 6M | +11.6% | +35.0% | -23.4% | -8.6% |
| YTD | +42.9% | +26.3% | +16.7% | +21.8% |
| 1Y | +95.4% | +22.8% | +72.6% | +68.5% |
| 3Y | +196.6% | +65.9% | +130.6% | +105.8% |
| All | +326.0% | +85.3% | +240.7% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling